Sandboxie creates a transient storage between your programs and your hard drive. It allows programs to read data from the hard drive but when they try to write something back, the data is captured to sandboxie's transient storage (sandbox).

When you throw away the sandbox, everything that is written to it will be lost. This is extremely useful when you try out suspicious software. If the software contains malware or you just don't like it, just throw away the sandbox and the program disappears completely. In case you do like it, just install it again outside the sandbox. Same thing goes for web browsers. Use sandboxie to intercept your browser's disc activity, throw away the sandbox and all your recent activity disappears, including cache, history etc. Sandboxie intercepts changes to both your files and registry settings, making it virtually impossible for any software to reach outside the sandbox.